Semi-Langrangian Methods for Monge-Ampère Equations

In this seminar I will present a semi-langrangian discretisation of the Monge-Ampère operator, which is of interest in optimal transport 
and differential geometry as well as in related fields of application.

I will discuss the proof of convergence to viscosity solutions. To address the challenge of uniqueness and convexity we draw upon the classical relationship with Hamilton-Jacobi-Bellman equations, which we extend to the viscosity setting. I will explain that the monotonicity of semi-langrangian schemes implies that they possess large stencils, which in turn requires careful treatment of the boundary conditions.

The contents of the seminar is based on current work with X Feng from the University of Tennessee.